Related Books

Handbook of Financial Stress Testing
Language: en
Pages: 729
Authors: J. Doyne Farmer
Categories: Mathematics
Type: BOOK - Published: 2022-04-14 - Publisher:

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Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.
Stress-testing the Banking System
Language: en
Pages: 355
Authors: Mario Quagliariello
Categories: Business & Economics
Type: BOOK - Published: 2009-10-15 - Publisher: Cambridge University Press

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Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public a
Reverse Stress Testing in Banking
Language: en
Pages: 483
Authors: Michael Eichhorn
Categories: Business & Economics
Type: BOOK - Published: 2021-05-10 - Publisher: Walter de Gruyter GmbH & Co KG

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Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illu
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

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This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Credibility and Crisis Stress Testing
Language: en
Pages: 64
Authors: Ms.Li L. Ong
Categories: Business & Economics
Type: BOOK - Published: 2013-08-09 - Publisher: International Monetary Fund

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Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form